Long-term memory and applying the multi-factor ARFIMA models in financial markets
type: Item
instance of: scholarly article
title: Long-term memory and applying the multi-factor ARFIMA models in financial markets
zbMATH Open document ID: 1059.91077
DOI: 10.1023/A:1024105822304
author: Chikashi Tsuji
published in: Asia-Pacific Financial Markets
publication date: 2004-02-03T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 2037000
zbMATH Keywords: fractional differencing
zbMATH Keywords: long-range dependence
zbMATH Keywords: R/S analysis
MaRDI profile type: Publication
full work available at URL: a:1024105822304
OpenAlex ID: W120545833
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description: scientific article; zbMATH DE number 2037000